✦ LIBER ✦

Approximation models for the continuous additive functionals of multidimensional brownian motion

✍ Scribed by Vlad Bally

Publisher: Elsevier Science
Year: 1989
Tongue: English
Weight: 780 KB
Volume: 32
Category: Article
ISSN: 0304-4149
DOI: 10.1016/0304-4149(89)90083-5

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The asymptotic behaviour of certain addi

The asymptotic behaviour of certain additive functionals of Brownian motion

✍ Gunnar A. Brosamler 📂 Article 📅 1973 🏛 Springer-Verlag 🌐 English ⚖ 346 KB

Representations for continuous additive

Representations for continuous additive functionals of super-Brownian and super-stable processes

✍ Stephen M. Krone 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 546 KB

We study a class of continuous additive functionals for super-Brownian and super-stable processes. These are given in terms of a Tanaka-like formula that generalizes the one for local times. We give representations for these additive functionals in terms of the corresponding local times. As an examp

Distributions of additive functionals of

Distributions of additive functionals of the Brownian motion stopped at various random moments

✍ I. V. Vagurina 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 231 KB

Joint continuity and representations of

Joint continuity and representations of additive functionals of d-dimensional Brownian motion

✍ Richard Bass 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 708 KB

Note on continuous additive functional o

Note on continuous additive functional of the 1-dimensional Brownian path

✍ Hiroshi Tanaka 📂 Article 📅 1963 🏛 Springer 🌐 English ⚖ 346 KB

On the functional form of Lévy's modulus

On the functional form of Lévy's modulus of continuity for Brownian motion

✍ A. Acosta 📂 Article 📅 1985 🏛 Springer 🌐 English ⚖ 502 KB